Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.

A Relaxation Based Approach to Optimal Control of Hybrid and Switched Systems proposes a unified approach to effective and numerically tractable relaxation schemes for optimal control problems of hybrid and switched systems. The book gives an overview of the existing (conventional and newly developed) relaxation techniques associated with the conventional systems described by ordinary differential equations. Next, it constructs a self-contained relaxation theory for optimal control processes governed by various types (sub-classes) of general hybrid and switched systems. It contains all mathematical tools necessary for an adequate understanding and using of the sophisticated relaxation techniques. In addition, readers will find many practically oriented optimal control problems related to the new class of dynamic systems. All in all, the book follows engineering and numerical concepts. However, it can also be considered as a mathematical compendium that contains the necessary formal results and important algorithms related to the modern relaxation theory. - Illustrates the use of the relaxation approaches in engineering optimization - Presents application of the relaxation methods in computational schemes for a numerical treatment of the sophisticated hybrid/switched optimal control problems - Offers a rigorous and self-contained mathematical tool for an adequate understanding and practical use of the relaxation techniques - Presents an extension of the relaxation methodology to the new class of applied dynamic systems, namely, to hybrid and switched control systems

This book constitutes the refereed proceedings of the 11th International Conference on Hybrid Systems: Computation and Control, HSCC 2008, held in St. Louis, MO, USA, in April 2008. The 42 revised full papers and 20 revised short papers presented were carefully reviewed and selected from numerous submissions for inclusion in the book. The papers focus on research in embedded, reactive systems involving the interplay between symbolic/switching and continuous dynamical behaviors and feature the latest developments of applications and theoretical advancements in the design, analysis, control, optimization, and implementation of hybrid systems, with particular attention to embedded and networked control systems.

Sets out core theory and reviews new methods and applications to show how hybrid systems can be modelled and understood.

These are the proceedings of the 9th International Workshop on Hybrid Systems: Computation and Control, HSCC 2006, March 2006. 39 revised papers are presented together with the abstracts of 3 invited talks. The focus is on modeling, analysis, and implementation of dynamic and reactive systems involving both discrete and continuous behaviors. Topics addressed include tools for analysis and verification, control and optimization, modeling, engineering applications, and new directions in language support and implementation.

This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.

A graduate-level textbook, Hybrid Dynamical Systems provides an accessible and comprehensive introduction to the theory of hybrid systems. It emphasizes results that are central to a good understanding of the importance and role of such systems. The authors have developed the materials in this book while teaching courses on hybrid systems, cyber-physical systems, and formal methods. This textbook helps students to become familiar with both the major approaches coloring the study of hybrid dynamical systems. The computer science and control systems points of view – emphasizing discrete dynamics and real time, and continuous dynamics with switching, respectively – are each covered in detail. The book shows how the behavior of a system with tightly coupled cyber- (discrete) and physical (continuous) elements can best be understood by a model simultaneously encompassing all the dynamics and their interconnections. The theory presented is of fundamental importance in a wide range of emerging fields from next-generation transportation systems to smart manufacturing.Features of the text include: extensive use of examples to illustrate the main concepts and to provide insights additional to those acquired from the main text; chapter summaries enabling students to assess their progress; end-of-chapter exercises, which test learning as a course proceeds; an instructor’s guide showing how different parts of the book can be exploited for different course requirements; and a solutions manual, freely available for download by instructors adopting the book for their teaching. Access to MATLAB and Stateflow is not required but would be beneficial, especially for exercises in which simulations are a key tool.